NexusFi: Find Your Edge


Home Menu

 





Helps with TOS Simple Volume Script Please


Discussion in ThinkOrSwim

Updated
    1. trending_up 1,577 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 1 attachments




 
Search this Thread

Helps with TOS Simple Volume Script Please

  #1 (permalink)
TradingForALiving
Miami Florida US
 
Posts: 16 since Oct 2015
Thanks Given: 6
Thanks Received: 1

Would someone please help me write a script on TOS for a scan that would enable me to find stocks that are having its largest 5 minute volume bar of the day.

For example if its 10:30 and I run the scan I would like to find stocks that currently are having their heaviest 5 minute volume bar up to that point in time for the day. Any help is greatly appreciated.


Thanks in advance,
TradingForALiving

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Trade idea based off three indicators.
Traders Hideout
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
How to apply profiles
Traders Hideout
Better Renko Gaps
The Elite Circle
What broker to use for trading palladium futures
Commodities
 
  #2 (permalink)
 JayC 
San Diego, CA
 
Experience: Beginner
Platform: TOS, Sierra
Trading: Emini ES, Crude CL
Posts: 55 since Mar 2019
Thanks Given: 9
Thanks Received: 43

This might work...just set the aggregation on the scan to 5m. I'd suggest adding other filters such as price and volume to restrict the universe, otherwise it will return a lot of junk.

 
Code
def isToday = GetDay() == GetLastDay();

def highestVolume = if isToday and volume > highestVolume[1] then volume else highestVolume[1];
plot result = volume == highestVolume;

Reply With Quote
Thanked by:
  #3 (permalink)
TradingForALiving
Miami Florida US
 
Posts: 16 since Oct 2015
Thanks Given: 6
Thanks Received: 1


Thank you so much JayC for your help, very generous of you! I never would have figured that out on my own.

Reply With Quote




Last Updated on May 23, 2021


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts